"A high quantile is a quantile of order q with q close to one." A precise constructive definition of high quantiles is given and optimal estimates are presented.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am39-2-2,
author = {Ryszard Zieli\'nski},
title = {Optimal estimation of high quantiles in a large nonparametric model},
journal = {Applicationes Mathematicae},
volume = {39},
year = {2012},
pages = {137-142},
zbl = {1236.62025},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am39-2-2}
}
Ryszard Zieliński. Optimal estimation of high quantiles in a large nonparametric model. Applicationes Mathematicae, Tome 39 (2012) pp. 137-142. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am39-2-2/